网络经济若干拍卖机制的研究

发布时间：2018-01-13 21:33

本文关键词：网络经济若干拍卖机制的研究　出处：《复旦大学》2007年博士论文　论文类型：学位论文

【摘要】： 近几年,电子商务正在迅猛发展。尤其是网络拍卖,大量理论上和实践上的研究围绕着它展开。本文分别对网络时代的三种拍卖模型分别进行了研究。我们首先研究了一种拍卖数字产品的模型。在该模型中,每个竞拍者将向拍卖商提交他的最大愿意支付单价,竞拍数量以及最大预算。现在的在线广告位置拍卖,软件许可证等拍卖都可以抽象到这个模型。我们为该模型设计了一种对拍卖商有利的机制。这种机制的主要特性就是每个竞拍者为了追求自身利益最大化而撒谎的话,不仅不会减少拍卖商的收入,而且还有可能增加拍卖商的收入。然后,我们在拍卖商供货量有限和无限的情况下,都给出了具有4/(1—α)的竞争比的对拍卖商有利的拍卖机制,其中α表示了在最优单个定价拍卖中,所有的赢家中间,单个竞拍者的最大需求量与总的赢家的需求量之间的最大的比值。然后,我们对被Google,Yahoo!等搜索引擎商所使用的在线广告拍卖模型进行了研究。我们将整个拍卖过程看作是一个动态的不完全信息的非合作博弈,其中每个竞拍者不仅会考虑它的策略给他当前所带来的影响,而且还会考虑该策略对于其他竞拍者未来决策的影响。基于上述的观察,我们提出了比纳什均衡更适用于广告位置拍卖的有远见的纳什均衡。该均衡解有着良好的性质,它既是输出诚实的,而且它的定价与VCG拍卖机制下的定价是一致的。更为重要的是,我们证明了该模型将最终收敛于该均衡解中。我们分别研究了几种合理的动态调整模式。我们证明了其中的随机的调整模式将以概率1收敛于有远见的纳什均衡。最后,我们还就eBay拍卖中几个拍卖会在同时拍卖同一种商品的现象进行的分析。我们研究了在这样分化市场下买家的策略行为。我们证明了在这个一种环境下,存在着贝叶斯-纳什均衡。此外,我们还分析比较了分化市场下的希望的总收入与单个市场下的总收入。结果表明了分化市场下的总收入在绝大多数情况下会低于单个市场下的总收入。
[Abstract]:In recent years, electronic commerce is developing rapidly, especially online auction, a large number of theoretical and practical studies are carried out around it. In this paper, three auction models in the network era are studied separately. We first studied a model for auctioning digital products in which each bidder would submit his maximum willingness to pay unit prices to the auctioneer. Number of bids and maximum budget. Now online advertising location auction. Auctions such as software licenses can be abstracted to this model. We have designed a mechanism for the model that is beneficial to the auctioneer. The main feature of this mechanism is that each bidder lies in order to maximize his own interests. If. Not only will it not reduce the auctioneer's income, but it may also increase the auctioneer's income. The auction mechanism that is favorable to the auctioneer with a competitive ratio of 4 / 1-伪) is given in which 伪 represents all the winners in the optimal single pricing auction. The largest ratio between the maximum demand of a single bidder and that of the total winner. And then, we're going to Google Yahoo! We regard the whole auction process as a dynamic non-cooperative game of incomplete information. Each bidder will consider not only the impact of his strategy on his current situation, but also the impact of the strategy on the future decisions of other bidders. We propose a far-sighted Nash equilibrium which is more suitable for advertising auction than Nash equilibrium. This equilibrium solution has good properties and it is both output-honest. And its pricing is consistent with the pricing under the VCG auction mechanism. We prove that the model will eventually converge to the equilibrium solution. We have studied several reasonable dynamic adjustment models respectively. We have proved that the random adjustment model will converge to the far-sighted Nash equilibrium with probability 1. . Finally. We also analyzed the phenomenon of several eBay auctions selling the same product at the same time. We studied the strategic behavior of buyers in such a divided market. We proved that in this environment. There is a Bayez-Nash equilibrium. We also compare the expected total income in a differentiated market with that in a single market, and the results show that the total income in a differentiated market is in most cases lower than that in a single market.
【学位授予单位】：复旦大学
【学位级别】：博士
【学位授予年份】：2007
【分类号】：F713.359

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